Objective: While pregnancy is considered a pleasant period for most women, it is a vulnerable and stressful period in life of women. Many psychological changes occur during this period, making the person vulnerable to many illnesses such as depression. The objective of this study was to evaluate the effect of self-care based cognitive-behavioral therapy on depression during pregnancy. Methods: This research was a clinical trial study conducted on 68 pregnant women admitted to health centers. The samples were randomly divided into treatment and control groups (n=34) using convenience sampling method. The control group received the routine care and the treatment group received 8 sessions of group cognitive-behavioral therapy, one hour per session, and once per week. Immediately, 4 and 8 weeks after the end of the counseling sessions, all samples were invited to re-complete the questionnaire. The research inclusion criteria included first pregnancy, age between 15 to 45 years, ability to speak Persian language, reading and writing literacy, obtaining the score 10-15 in Edinburgh Postpartum Depression Scale, and gestational age between 22 and 26 weeks. The exclusion criteria of the study also included drug abuse, other mental illnesses except for depression, neurological diseases, receiving any treatment at the time of research for depression, and history of infertility. Results: The research results revealed a significant difference between the means of depression in the treatment group immediately, 4 months and 8 months after the intervention (p <0.0001). Conclusion: It seems that self-care based cognitive-behavioral therapy to improve the depression during pregnancy.